Whisk the Marinade: In a bowl, combine the extra-virgin olive oil, fresh lemon juice, lemon zest, minced garlic, dried oregano, dried thyme, salt, and pepper.
Marinate the Chicken: Place the chicken in a shallow dish or zip-top bag and pour the marinade over it. Coat evenly and refrigerate for 30 minutes (or up to overnight).
Prep the Oven: Preheat your oven to 400°F (200°C).
Sear the Chicken: Heat a drizzle of olive oil in a heavy, oven-safe skillet (like cast iron) over medium-high heat. Remove chicken from the marinade (reserve the liquid) and sear for 2 to 3 minutes on each side until golden brown.
Bake: Pour the remaining marinade directly into the skillet around the chicken. Transfer the skillet to the oven and bake for 15 to 20 minutes.
Add the Feta: Carefully pull the skillet out. Sprinkle the crumbled feta cheese over the top of the chicken. Return to the oven for another 5 minutes, or until the cheese is softened and the internal temperature of the chicken reaches 165°F (74°C).
Garnish & Serve: Let the meat rest for 5 minutes. Top with chopped fresh parsley and lemon wheels, spooning those rich pan juices right over the top before serving.